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VERE.DE vs. VERX.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VERE.DE vs. VERX.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERE.DE) and Vanguard FTSE Developed Europe ex-UK UCITS ETF (VERX.AS). The values are adjusted to include any dividend payments, if applicable.

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VERE.DE vs. VERX.AS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VERE.DE
Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating
0.26%21.22%6.82%17.62%-12.44%24.56%2.46%7.56%
VERX.AS
Vanguard FTSE Developed Europe ex-UK UCITS ETF
0.33%20.65%7.05%18.49%-12.99%24.93%2.62%6.71%

Returns By Period

In the year-to-date period, VERE.DE achieves a 0.26% return, which is significantly lower than VERX.AS's 0.33% return.


VERE.DE

1D
2.76%
1M
-4.06%
YTD
0.26%
6M
5.59%
1Y
12.77%
3Y*
11.81%
5Y*
9.07%
10Y*

VERX.AS

1D
2.62%
1M
-4.21%
YTD
0.33%
6M
5.36%
1Y
12.30%
3Y*
11.78%
5Y*
9.01%
10Y*
9.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VERE.DE vs. VERX.AS - Expense Ratio Comparison

Both VERE.DE and VERX.AS have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VERE.DE vs. VERX.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VERE.DE
VERE.DE Risk / Return Rank: 4141
Overall Rank
VERE.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VERE.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
VERE.DE Omega Ratio Rank: 4040
Omega Ratio Rank
VERE.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
VERE.DE Martin Ratio Rank: 4343
Martin Ratio Rank

VERX.AS
VERX.AS Risk / Return Rank: 5353
Overall Rank
VERX.AS Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
VERX.AS Sortino Ratio Rank: 3737
Sortino Ratio Rank
VERX.AS Omega Ratio Rank: 3939
Omega Ratio Rank
VERX.AS Calmar Ratio Rank: 7676
Calmar Ratio Rank
VERX.AS Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VERE.DE vs. VERX.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERE.DE) and Vanguard FTSE Developed Europe ex-UK UCITS ETF (VERX.AS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


VERE.DEVERX.ASDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.78

+0.02

Sortino ratio

Return per unit of downside risk

1.13

1.11

+0.02

Omega ratio

Gain probability vs. loss probability

1.17

1.16

+0.01

Calmar ratio

Return relative to maximum drawdown

1.28

2.16

-0.88

Martin ratio

Return relative to average drawdown

4.48

8.62

-4.14

VERE.DE vs. VERX.AS - Sharpe Ratio Comparison

The current VERE.DE Sharpe Ratio is 0.80, which is comparable to the VERX.AS Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of VERE.DE and VERX.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VERE.DEVERX.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.78

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.60

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.56

0.00

Correlation

The correlation between VERE.DE and VERX.AS is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VERE.DE vs. VERX.AS - Dividend Comparison

VERE.DE has not paid dividends to shareholders, while VERX.AS's dividend yield for the trailing twelve months is around 2.66%.


TTM20252024202320222021202020192018201720162015
VERE.DE
Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VERX.AS
Vanguard FTSE Developed Europe ex-UK UCITS ETF
2.66%2.67%2.91%2.75%3.05%2.29%1.96%2.83%3.20%2.71%2.81%2.61%

Drawdowns

VERE.DE vs. VERX.AS - Drawdown Comparison

The maximum VERE.DE drawdown since its inception was -34.75%, roughly equal to the maximum VERX.AS drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for VERE.DE and VERX.AS.


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Drawdown Indicators


VERE.DEVERX.ASDifference

Max Drawdown

Largest peak-to-trough decline

-34.75%

-34.59%

-0.16%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

-12.12%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-22.81%

-22.89%

+0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

Current Drawdown

Current decline from peak

-5.99%

-6.13%

+0.14%

Average Drawdown

Average peak-to-trough decline

-5.35%

-5.78%

+0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.56%

+0.38%

Volatility

VERE.DE vs. VERX.AS - Volatility Comparison

Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERE.DE) has a higher volatility of 6.25% compared to Vanguard FTSE Developed Europe ex-UK UCITS ETF (VERX.AS) at 5.90%. This indicates that VERE.DE's price experiences larger fluctuations and is considered to be riskier than VERX.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VERE.DEVERX.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.25%

5.90%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

9.41%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.84%

15.52%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.83%

14.66%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.04%

15.71%

+1.33%